Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47664.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46269.31 Kr¶

PnL: ---------------------------------------> -619.26 Kr¶

DD now: ---------------------------------> -1.986 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 15:41:43.335387'

Anic Portfolio¶

Today¶

Return: 0.74 %¶

This Week¶

Return: 0.275 %¶

Total¶

Return: 56.04 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.040000 3177.200000 206.200000 6.940000 2971.000006
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 0.910000 3457.600000 80.600000 2.390000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.910000 590.400000 33.400000 6.000000 557.000004
Corem Property Group B 59 -0.970000 605.340000 28.340000 4.910000 576.999999
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Resurs Holding 22 4.200000 600.600000 26.600000 4.630000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.580000 380.400000 25.400000 7.150000 355.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
OEM International B 7 1.700000 545.300000 17.300000 3.280000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
Sampo Oyj SDB 7 1.940000 3860.500000 10.500000 0.270000 3850.000000
Intrum 4 -0.040000 536.000000 9.000000 1.710000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
HMS Networks 2 -1.630000 675.200000 2.200000 0.330000 673.000000
Coor Service Management Hold. 8 0.750000 534.000000 2.000000 0.380000 532.000000
Essity B 2 0.810000 575.800000 1.800000 0.310000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Boozt 12 1.550000 1650.000000 -4.000000 -0.240000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 -0.100000 241.920000 -4.080000 -1.660000 246.000000
Securitas B 6 0.130000 564.480000 -5.520000 -0.970000 570.000000
CTEK 13 1.980000 527.670000 -6.330000 -1.190000 533.999999
Nordea Bank Abp 29 0.680000 3444.040000 -9.960000 -0.290000 3453.999992
Karnov Group 9 1.390000 524.700000 -11.300000 -2.110000 536.000004
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
Vivesto 1368 2.060000 570.180000 -42.820000 -6.990000 612.999432
International Petroleum Corp. 5 0.190000 539.500000 -55.070000 -9.260000 594.565215
Axfood 13 0.290000 3651.700000 -104.300000 -2.780000 3756.000001
OX2 18 1.580000 1449.000000 -215.000000 -12.920000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46269.310000 -619.260000 -1.98573% 46888.564618

Updated:¶

'2023-01-20 15:41:55.723264'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶